Abstract— The Exponentially Weighted Moving Average
(EWMA) procedure are used for monitoring and detecting
small shifts in the process mean which performs quicker than
the Shewhart control chart. Usually, the common assumption
of the Statistical Process Control (SPC) is the observations
are independent and identically distributed (IID). In practice,
however, the observed data are from industry and finance is
serially correlated with trend. In this paper, we extend to use
CUSUM procedure to compare with EWMA procedure. The
performance of latter is superior to the former when the
magnitudes of shift are small to moderate. It is shown that
EWMA procedure performs better than the CUSUM
procedure for the case of trend exponential AR(1) processes. Shewhart-style