Table 3. Entropy values and ratios of IMFs obtained from first and second decomposition for the S&P500.

	(A) First decomposition					(B) Second decomposition
	ApEn	SampEn	ApEn ratio	SampEn ratio		ApEn	SampEn	ApEn ratio	SampEn ratio
IMF1(1)	0.2035	4.3820	9.9552	31.9381	IMF1(2)	0.4619	3.3763	17.0960	38.6948
IMF2(1)	0.2161	4.4567	10.5730	32.4821	IMF2(2)	0.4676	2.7142	17.3073	31.1064
IMF3(1)	0.4251	2.1043	20.7939	15.3370	IMF3(2)	0.5578	1.4665	20.6438	16.8069
IMF4(1)	0.3518	1.0292	17.2095	7.5015	IMF4(2)	0.5956	0.6657	22.0416	7.6292
IMF5(1)	0.2572	0.6898	12.5807	5.0279	IMF5(2)	0.4655	0.3486	17.2281	3.9949
IMF6(1)	0.2077	0.5092	10.1626	3.7116	IMF6(2)	0.1164	0.1182	4.3076	1.3542
IMF7(1)	0.2915	0.3453	14.2621	2.5168	IMF7(2)	0.0277	0.0259	1.0267	0.2964
IMF8(1)	0.0896	0.1818	4.3813	1.3249	IMF8(2)	0.0068	0.0071	0.2498	0.0811
IMF9(1)	0.0017	0.0220	0.0817	0.1601	IMF9(2)	0.0027	0.0032	0.0992	0.0361