Several methods to derive the propagation path of a disturbance in process plants are applicable only to systems whose measurements are all available with the same sampling rate. This paper proposes a multi-rate method to identify the propagation path when measurements have different sampling rates. This is relevant for including in the analysis fast-sampled measurements from electromechanical equipment. The method is based on non-linear mutual prediction, which yields the directionality in the relationship between two time series. The method was demonstrated and validated, giving the expected outcome in an experimental case study, in which the root cause and propagation path of the disturbance were known.