batteries in low temperatures

Hi I have a thermometer with a remote wireless sensor, Oregan RAR621. I noticed that the lowest outside temperature recorded was never below -4 0C even although my old min/max mercury thermometer said otherwise and have discoverd why. The sensor does not send a signal at low temperatures because, I think, there is not enough power in the batteries.
So what are the best type of batteries (AAA) to use in a wireless sensor subjected to low temperatures? Thanks Ron
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That happened in my digital camera when I was out photographing a Lunar eclipse. That used Lithium Ion cells and stopped at -2 deg C.
Can you run two power wires back into the warm but keep the sensor box outside.
Chris.
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Rocket Ron wrote:

Alkalines lose their ability to deliver significant power below about 0 deg C, and so can't power the transmitter to a sufficient level.
Consider using NlMH rechargeables for the winter season; they can operate down to about -20 deg C and in the low temperatures of winter self-discharge only slowly. They'll need to warm up naturally to room temperature before recharging, though.
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