Backward-moving kinematic waves (KWs) (e.g., stop-and-go traffic conditions and a shock wave) cause unsafe driving conditions, decreases in the capacities of freeways, and increased travel time. In this paper, a sequential filtering method is proposed to detect KWs using data collected in a connected environment, which can aid in developing a traffic control strategy for connected vehicles to stop or dampen the propagation of these KWs. The proposed method filters out random fluctuation in the data using ensemble empirical mode decomposition that considers the spectral features of KWs. Then, the spatial movements of KWs are considered using cross-correlation to identify potential candidate KWs. Asynchronous changes in the denoised flow and speed are used to evaluate candidate KWs using logistic regression to identify the KWs from localized reductions in speed that are not propagated upstream. The findings from an empirical evaluation of the proposed method showed strong promise for detecting KWs using data in a connected environment, even at 30% of the market penetration rates. This paper also addresses how data resolution of the connected environment affects the performance in detecting KWs.