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Human-computer interaction (HCI) investigators must consider the sequential nature of interaction and must often weigh behavioral, cognitive, and social factors when studying and designing today's increasingly complex systems. In many cases, laboratory experimentation is inappropriate and formal modeling intractable; instead, observational data analysis is frequently the only appropriate empirical approach. Diverse approaches to observational data analysis already exist, which we synthesize as instances of exploratory sequential data analysis (ESDA). In this article, we outline fundamental ESDA characteristics that might help HCI investigators using sequential data make better conceptual and methodological choices. ESDA owes a philosophical debt to exploratory data analysis but focuses on exploring sequential data. Important issues for ESDA are finding an appropriate temporal band for analysis, finding …