@Jean-Karim may be clear enough, but let me try giving more details. I got confused about these terms sometimes as well. Le's check dictionary first. The relevant definition are:
course
/kɔːs/
noun
noun: course; plural noun: courses
1. the route or direction followed by a ship, aircraft, road, or river.
series
/sɪəriːz,-rɪz/
noun
noun: series; plural noun: series; modifier noun: series
1. a number of events, objects, or people of a similar or related kind coming one after another.
So, "time course" means course of the time, like in "course of the road". With out an "experiment" the term "time course" does not have any data and therefore we can't analyze anything. That's why we say "time course experiment". And the results of a time course experiments to be meaningful, they must be series of data points. Otherwise, why do we care doing time course at all? So we get "time course experiment data series". That is too long, let's call "time series data" for short :-)
In other areas of data analysis, weather forecast or stock market for example, they have time series data too. However, the "experiment" is measurements.
With that said, and strictly speaking, "time series data" is not meaningful if you take it literally because there is no "series of time" alone. It must be understood as a shorthand of time course experiment data series.