There are things you can buy to monitor it, and you can do things to reduce the possible issues, like turn off the water where it comes in the house (unless you have boiler heating).
However, I too would have been very nervous given the extreme cold Chicago just had of -25 at night and a high of -20 in the day. Big chance of frozen pipes for people.
Frankly it's always a risk, even if you go away for 4 days, the furnace could die, just as you leave, or what happened to us, the toilet shutoff tap blew itself open and sprayed water all over the bathroom for 2 days.
That is why we
now shut off our water if we are leaving for an overnight or longer