I'm trying to find the correct terminology for a dataset I'm working with: the data consists of events that have a time of occurrence (irregular, i.e. not from a fixed sample rate) and a scalar value. The aggregated values (their sum) represent the system's state. The events are largely independent w.r.t. both timing and value. An example would be transactions on a bank account.
So far I'm referring to the stream of events as a time series, which is (according to Wikipedia) "a series of data points indexed [...] in time order". However, most of the materials on time series that I've found seem to assume that each data point is a sample from the same underlying and time-dependent "value" (a stock price, temperature, ...). In my case that's true for the system state (the "account balance") but not for the individual events.
What is the appropriate terminology for such a dataset?