In electric power systems, there are always power quality disturbances (PQDs). Usually, noise contamination interferes with their detection and classification. Common methods perform frequency or time-frequency analyses on the power distribution signal for detecting and classifying a limited number of PQDs with some difficulties at low signal-to-noise ratio (SNR). In this regard, recently proposed methodologies for PQD detection estimate several parameters and apply distinct signal processing techniques to improve the detection of PQD. In this work, a novel methodology that merges empirical mode decomposition (EMD), the moments of a random variable, and an artificial neural network (ANN) is proposed for detecting and classifying different PQD. The proposed method estimates skewness, kurtosis, and Shannon entropy from the EMD of one-phase voltage/current signal. Then, an ANN is in charge of classifying the input signal into one of nine different classes for PQD, receiving these parameters as inputs. The effectiveness of the proposed method was verified through computer simulations and experimentation with real data. Obtained results demonstrate its high effectiveness reaching an outstanding 100% of accuracy in detecting and classifying all treated PQD through a few number of parameters, outperforming most of previously proposed approaches.