The schematic on the manufacturer's website that includes UNO is wrong! If you connect it this way, it will fry the part in minutes. The correct pinout (if you look at the labeling on the product): (1 - left) +5V, (2 - middle) analog out, (3 - right) GND. Also, your example Arduino code says it shows Celsius, but it's actually Fahrenheit. Otherwise, the product works well, although it takes 15-20 seconds to adjust even to minor temperature changes.
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