I realise this is an old question, but I had the same question and found there was one good option missing from this list of answers so I thought I'd add it in case it could help anyone else that stumbled on this thread.
By convention, the symbols $\mathbb{Z}$ or $\mathbf{Z}$ are used to denote the set of all integers, and the symbols $\mathbb{N}$ or $\mathbf{N}$ are used to denote the set of all natural numbers (non-negative integers). It is therefore intuitive that something like $2\mathbb{Z}$ would mean all even numbers (the set of all integers multiplied by 2 becomes the set of all even numbers), and $2\mathbb{Z}+1$ would likewise mean the set of all odd numbers. If you didn't need negative numbers, then you could instead write $2\mathbb{N}$ and $2\mathbb{N}+1$, respectively.
In the context of your problem it would make sense to use this terminology to denote your sequences as either $A_{2\mathbb{Z}}$ and $A_{2\mathbb{Z}+1}$, or $A_{2\mathbb{N}}$ and $A_{2\mathbb{N}+1}$. Since your sequences consist of letters of the alphabet, then negative numbers don't make a lot of sense, so I would lean more towards using $A_{2\mathbb{N}}$ and $A_{2\mathbb{N}+1}$ as synonymous for $A_\mathrm{even}$ and $A_\mathrm{odd}$, respectively.
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