Chaos or noise: Difficulties of a distinction

in experiments, the dynamical behavior of systems is reflected in time seri es. Due to the finiteness of the observational data set, it is not possible to reconstruct the invariant measure up to an arbitrarily fine resolution and an arbitrarily high embedding dimension. These restrictions limit our a bility to distinguish between signals generated by different systems, such as regular, chaotic, or stochastic ones, when analyzed from a time series p oint of view. We propose to classify the signal behavior, without referring to any specific model, as stochastic or deterministic on a certain scale o f the resolution epsilon, according to the dependence of the (epsilon, tau) entropy, h(epsilon, tau), and the finite size Lyapunov exponent lambda(eps ilon) on epsilon.