Ongoing Serial: a series of episodes, published over a span of weeks/months/years where the story plot is connected from chapter to chapter and must be read in chronological order for it to be understood properly.
Chapter Serial: a series of episodes, published over a span of weeks/months/years where the story plot is self-contained to a single chapter. There may be an overarching plot, but the stories can generally be read in any order and be understood
Book: an all-in-one self contained story published as a one-off.
Supplement: an an all-in-one self contained story published as a stand-alone supplement to a regular weekly/monthly periodical.
Short Story: an all-in-one, self contained story that was published in a regular weekly/monthly periodical
Anthology: a collection of all-in-one, self contained stories that were published in a regular weekly/monthly periodical but are generally grouped together.