Unable to use ANY(), ALL(), SOME()

The keyword VALUES should be used if the comparison values is a list of literals e.g. SELECT * FROM "mytable"."temperature" WHERE device_name ANY(VALUES 'Foo', 'Bar'). Same for ALL and SOME too. The alternative syntax is
SELECT * FROM "mytable"."temperature" WHERE device_name ANY (SELECT 'Foo' UNION ALL SELECT 'Bar')