Hi Zlatan. You're absolutely right that time series forecasting is a part of econometrics. It's more common in macroeconomics and isn't what people tend to think of when they think of econometrics. I may have to do a follow up piece about some of the exceptions in my definitions since they do in pretty broad strokes.

As for data science being an over-broad term: you're probably right there, but it's still a widely used term so I'm sticking with it.