Heart diseases are among the most common death causes in the population. Particularly, sudden cardiac death (SCD) is the cause of 10% of the deaths around the world. For this reason, it is necessary to develop new methodologies that can predict this event in the earliest possible stage. This work presents a novel methodology to predict when a person can develop an SCD episode before it occurs. It is based on the adroit combination of the empirical mode decomposition, nonlinear measurements, such as the Higuchi fractal and permutation entropy, and a neural network. The obtained results show that the proposed methodology is capable of detecting an SCD episode 25 min before it appears with a 94% accuracy. The main benefits of the proposal are: (1) an improved detection time of 25% compared with previously published works, (2) moderate computational complexity since only two features are used, and (3) it uses the raw ECG without any preprocessing stage, unlike recent previous works.