Examples of time series include the water level of the Nile river in Egypt, sun spots, the stock market close price for IBM, a digital recording of a Jazz pianist playing at a night club (in this case the time component of the time series is determined by the sampling rate) and the neutron emission of a radioactive element as the element decays.

http://www.bearcave.com/misl/misl_tech/wavelets/forecast/index.html

Also neuronal spike-trains, historical GDP of a country, seismic data readings, electrocardiograms, network data logs, histories of corporate earnings, ice cores, and tree ring data.

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