  Sequential sampling occurs when the entire population is not known in advance
and data are obtained one at a time or in groups of units. This manuscript
proposes a new algorithm to sequentially select a balanced sample. The
algorithm respects equal and unequal inclusion probabilities. The method can
also be used to select a spatially balanced sample if the population of
interest contains spatial coordinates. A simulation study is proposed and the
results show that the proposed method outperforms other methods.
