Complex disturbance patterns take place over the corresponding power supply networks due to the increased complexity of electrical loads at industrial plants. Such complex patterns are the result of a combination of simpler standardized disturbances. However, their detection and identification represent a challenge to current power quality monitoring systems. The detection of disturbances and their identification would allow early and effective decision-making processes towards optimal power grid controls or maintenance and security operations of the grid. In this regard, this paper presents an evaluation of the four main techniques for novelty detection: k-Nearest Neighbor, Gaussian Mixture Models, One-Class Support Vector Machine, and Stacked Autoencoder. A set of synthetic signals have been considered to evaluate the performance and suitability of each technique as an anomaly detector applied to power quality disturbances. A set of statistical features have been considered to characterize the power line. The evaluation of the techniques is carried out throughout different scenarios considering combined and single disturbances. The obtained results show the complementary performance of the considered techniques in front of different scenarios due to their differences in the knowledge modelization.