Why is the altitude off (and changing) on my weather sensor?

Altitude is changing or is incorrect for GPS values.

The satellites that encode the information for the altitude for the weather sensor (and all civilian GPS) introduce noise into the data stream.  However, if you allow the sensor to stay at one location for an extended period of time and continue to average the altitude, the average altitude will converge to the correct altitude as the introduced noise data is averaged out of the signal.