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In this paper, an anomaly detection approach that fuses data gathered from different nodes in a distributed wireless sensor network is proposed and evaluated. The emphasis of this work is placed on the data integrity and accuracy problem caused by compromised or malfunctioning nodes. One of the key features of the proposed approach is that it provides an integrated methodology of taking into consideration and combining effectively correlated sensor data, in a distributed fashion, in order to reveal anomalies that span through a number of neighboring sensors. Furthermore, it allows the integration of results from neighboring network areas to detect correlated anomalies/attacks that involve multiple groups of nodes. The efficiency and effectiveness of the proposed approach is demonstrated for a real use case that utilizes meteorological data collected from a distributed set of sensor nodes.