Unlike semiconductor temperature sensors such as the TMP36 , thermocouples have no electronics inside them, they are simply made by welding together two metal wires. Because of a physical effect of two joined metals, there is a slight but measurable voltage across the wires that increases with temperature. The type of metals used affect the voltage range, cost and sensitivity, which is why we have a few different kinds of thermocouples. The main improvement of using a thermocouple over a semiconductor sensor or thermistor is that the temperature range is very much increased. For example, the TMP36 can go from -50 to 150°C, after that the chip itself can be damaged. Common thermocouples on the other hand, can go from -200°C to 1350°C (K type) and there are ones that can go above 2300°C!