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Anomaly detection in a Wireless Sensor Network is an important aspect of data analysis in order to facilitate intrusion and event detection. A key challenge is creating optimal classifiers constructed from training sets in which the anomaly rates are varying due to the existence of non-stationary distributions in the data. In this paper we propose an adaptive algorithm that can dynamically adjust the anomaly rate parameter, which can be represented by a model parameter of a one-class quarter-sphere support vector machine. This algorithm operates in an online, iterative manner producing an optimal model for a training set, which is presented sequentially. Our evaluations demonstrate that our algorithm is capable of constructing optimal models for a training set that minimizes the error rate on the classification set compared to a static model, where the anomaly rate is kept stationary.