Using the Empirical Mode Decomposition method developed by Huang, et al., we have examined the time dependence of the solar neutrino fluxes measured by the Homestake 37C1 experiment. Our analysis shows that a prominent feature in the Homestake data is the statistically significant peak found at a frequency of approximately 0.1 y^(-1). A similar analysis has been applied to the Wolf Index on sunspot numbers. Possible correlation among the Intrinsic Mode Functions of the two analysed data sets can be achieved with a 3.5 year shift in phase.