Trilogy is incorrectly written, and should be written as a trilogy ( with tilde ). being its meaning: The correct term is trilogy ( with tilde ). It means composed of three parts. Trio, triad, Trinity. Series is comprised of three interlocking pieces.
It is a set of three artistic 40 works, novels, movies, comic strips... ) form a unit on the basis of some element of its content: story continuity, coincidence of the protagonist, etc.