Other than selecting chunks at a time, with a selection box (rubberband selection), then zooming into the areas where the lines cross over, to aid selection.....I'm not sure. There is a way to select all objects of a certain color. So as long as the lines are always colored like that, it should work. I've never actually tried it, but let me experiment, and I'll brb....
Edit
Oh yes, that works very well! Go to Edit menu > Find. Select one of the red objects. Mouseover the red stroke indicator in bottom left corner of window, and note the hexcode for that color (the red is ff0000). Now fill in the Style field of the Find dialog with that code. Click Find. Since all the objects are stroked paths, you can use Path menu > Combine, to make them all subpaths of the same compound path. Now you'll be able to select the red compound path by clicking anywhere along the red path.
If you need the nodes connected, so that instead of a compound path with 10s of small paths, you have one long open path, here's what to do. Select the compound path, switch to the Node tool, and do Ctrl + A. Hold Shift, and deselect the 1st and last nodes, then click 'Join selected nodes' button on Node tool control bar. Additionally, you could do Ctrl + A again, to select all the nodes. Then click 'make selected nodes mooth' button on node tool control bar. It will somewhat smooth out the line, so that instead of tiny angles, you have tiny curves. I'm not sure if that will suit your needs, but thought I'd mention it. (Actually, I can't seem to make it work, to change the nodes to smooth.... Hhmm, I'm not sure why, but perhaps it's something with the original EPS file.)
Then repeat that process for the blue line. When it's time for the black line, this might not work so well, because there are other black objects in the image. Oh wait -- not there aren't. The graph lines are actually a brownish color. So the same process should work for both the blue and the black lines!
Let us know how it goes
