Wave
Transverse and longitudinal
In the case of the stone hitting the water or the vibrating string, the wave propagates along the water (or the string) whereas the amplitude is perpendicular to that direction. Such waves are called transverse.
A sound wave, on other hand, propagating in a certain direction, is the result of a sequence of air compressions and dilations in that same direction : the amplitude and the propagation are parallel. Such waves are called longitudinal.