A new method to analyze spatio-temporal flow structures is presented. It consists on applying a higher order dynamic mode decomposition sequentially, in time and space. The method is successfully applied to analyze the three-dimensional wake of a circular cylinder. The results obtained are in good agreement with their counterparts predicted by the linear theory (Floquet stability analysis), although the data analyzed are nonlinear. This sequential spatio-temporal method provides a more detailed description of the flow physics, since the dominant frequencies, wavenumbers and their harmonics are accurately calculated. This method is a promising tool, suitable to uncover spatio-temporal flow structures that could be used to study global instabilities in complex nonlinear flows.