Hi tahseen,

wave is "a disturbance or variation that transfers energy progressively from point to point in a medium and that may take the form of an elastic deformation or of a variation of pressure, electric or magnetic intensity, electric potential, or temperature."

The most important part of this definition is that a wave is a disturbance or variation which travels through a medium. The medium through which the wave travels may experience some local oscillations as the wave passes, but the particles in the medium to not travel with the wave. The disturbance may take any of a number of shapes, from a finite width pulse to an infinitely long sine wave.