An assembly includes a thermocouple, a cold junction sensor, and a circuit. The thermocouple has a process end and a cold junction end. The cold junction end has first and second cold junction terminals. The cold junction sensor is supported near the cold junction end and configured to measure temperature at the cold junction end. The circuit is electrically connected to the cold junction sensor and to the first and second cold junction terminals. The circuit is configured to produce a thermocouple signal as a function of voltage across the first and second cold junction terminals and to produce a cold junction sensor signal as a function of temperature of the cold junction end as measured by the cold junction sensor. The circuit is further configured to calculate a correlation between the thermocouple signal and the cold junction sensor signal.