What does the low battery alarm indicate and how should I respond?

The low battery alarm is displayed on battery-powered models when the batteries need to be replaced. When this icon appears on the display, insert four new AA alkaline batteries into the battery compartment, ensuring the '+' terminals on the batteries match the '+' symbols in the compartment. Risk of explosion may occur if an incorrect battery type is used. (Pages 25, 28-29)

From the official Honeywell e7w Room Thermostat manual, page 25

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