A thermostat may be programmed to operate during cold-weather months by operating in a heat mode where the thermostat periodically causes the HVAC system to activate a heating function to heat an enclosure based at least in part on the stored setpoint schedule; receiving an indication from a thermostat management server of a demand response event while the thermostat is operating in the heat mode; determining whether the thermostat stores a user setting indicating that the thermostat should preheat the enclosure prior to reaching a scheduled setpoint in the stored setpoint schedule; and preheating the enclosure prior to the demand response event based on a determination that the thermostat stores the user setting indicating that the thermostat should preheat the enclosure prior to reaching the scheduled setpoint in the stored setpoint schedule.