
The datasheet gives some strong advice on decoupling.
Note the 0.1 µF bypass capacitor on the input. This capacitor should be a ceramic type, have very short leads (surface-mount is preferable), and be located as close as possible in physical proximity to the temperature sensor supply pin. Because these temperature sensors operate on very little supply current and may be exposed to very hostile electrical environments, it is important to minimize the effects of radio frequency interference (RFI) on these devices. The effect of RFI on these temperature sensors specifically and on analog ICs in general is manifested as abnormal dc shifts in the output voltage due to the rectification of the high frequency ambient noise by the IC. When the devices are operated in the presence of high frequency radiated or conducted noise, a large value tantalum capacitor (±2.2 µF) placed across the 0.1 µF ceramic capacitor may offer additional noise immunity.
Did you comply?
The datasheet continues ...

Figure 32 illustrates a way to convert the output voltage of a TMP35/TMP36/TMP37 sensor into a current to be transmitted down a long twisted pair shielded cable to a ground referenced receiver. The temperature sensors are not capable of high output current operation; thus, a standard PNP transistor is used to boost the output current drive of the circuit. As shown in the table in Figure 32, the values of R2 and R3 were chosen to produce an arbitrary full-scale output current of 2 mA. Lower values for the full-scale current are not recommended. The minimum-scale output current produced by the circuit could be contaminated by ambient magnetic fields operating in the near vicinity of the circuit/cable pair. Because the circuit uses an external transistor, the minimum recommended operating voltage for this circuit is 5 V. To minimize the effects of EMI (or RFI), both the circuit and the temperature sensor supply pins are bypassed with good quality ceramic capacitors.
See also the 4-20 mA section.