> time series are composed of anecdotes

This is incorrect, and is a very common misunderstanding of what the term "anecdote" means and what the actual problem with anecdotal data is.

The dichotomy is between "anecdotal evidence" and "scientific evidence," and the important distinction is not that the latter simply has more data points than the former. The critical distinction is about the methodology used to gather the data, not merely the number of data points gathered.

I think you are inverting things.

Not all anecdotes are scientific data points, but all scientific data points are anecdotes in isolation.