AbstractIn this work, we present a case study of the relevant timescales responsible for coupling between the changes of the solar wind and interplanetary magnetic field (IMF) conditions and the magnetospheric dynamics during the St. Patrick's Day Geomagnetic Storms in 2013 and 2015. We investigate the behavior of the interplanetary magnetic field (IMF) component B_z, the Perreault‐Akasofu coupling function and the AE, AL, AU, SYM‐H, and ASY‐H geomagnetic indices at different timescales by using the empirical mode decomposition (EMD) method and the delayed mutual information (DMI). The EMD, indeed, allows to extract the intrinsic oscillations (modes) present into the different data sets, while the DMI, which provides a measure of the total amount of the linear and nonlinear shared information (correlation degree), allows to investigate the relevance of the different timescales in the solar wind‐magnetosphere coupling. The results clearly indicate the existence of a relevant timescale separation in the solar wind‐magnetosphere coupling. Indeed, while fluctuations at long timescales (τ > 200 min) show a large degree of correlation between solar wind parameters and magnetospheric dynamics proxies, at short timescales (τ < 200 min) this direct link is missing. This result suggests that fluctuations at timescales lower than 200 min, although triggered by changes of the interplanetary conditions, are mainly dominated by internal processes and are not directly driven by solar wind/IMF. Conversely, the magnetospheric dynamics in response to the solar wind/IMF driver at timescales longer than 200 min resembles the changes observed in the solar wind/IMF features. Finally, these results can be useful for Space Weather forecasting.