Microcontroller input pins, especially analog inputs, are very susceptible to EMI and that can cause erroneous results. One way to mitigate this is to use shielded cable, as the conductive shielding provides a current path for EMI to flow through rather than the signal wires.
This shielded cable needs to be connected to ground at one end only. The power supply for the uC and sensors should have a common ground close to the ground connection of the microcontroller, and this is where the shielding needs to be connected also.