To make this more precise, I shall quote from a standard textbook, Charles Kittel and Herbert Kromer, Thermal Physics (2nd ed. NY: W. H. Freeman, 1980):

Aclosed system[has] constant energy, a constant number of particules, constant volume, and constant values of all external parameters that may influence the system, including gravitational, electric, and magnetic fields. [p. 29]There are many equivalent statements of the second law. We shall use the statistical statement, which we have called the law of increase of entropy, applicable when a constraint internal to a closed system is removed. The commonly used statement of the law of increase of entropy is: ``If a closed system is in a configuration that is not the equilibrium configuration, the most probable consequence will be that the entropy of the system will increase monotonically in successive instants of time.'' [p. 49]