Comment on: A new test for chaos and determinism based on symbolic dynamics

In a recent paper Matilla-García and Marín (2010) propose a novel test to determine whether the dynamics of a time series are generated by a deterministic or a stochastic process. The results presented in the paper need some clarifications.

• Consecutive m-histories of a time-series are mapped onto a finite set of elements.
• The permutation entropy is used to detect dependencies.
• Modified permutation entropy is used to detect determinism.
• A regression based test is analyzed.