Nicholas Edward Schlotter is perfectly right, but waves are temperature variations in space and time. Therefore, changing the phase of the wave at some place could give the impression of a "cold" wave. For example, outdoor temperature in summer is warmer during the day than in night, but the inside face of a wall could be colder during the day than in night, because of the time the heat wave spent across the wall.
Passing the outdoor air through appropriately designed massive channels can also have the same effect, blowing indoors cold air during the day and warm air during the night.
CO2 and Water Vapor, is a greenhouse gas that traps heat in the atmosphere, phase change materials (PCMs) are materials that can absorb or release large amounts of heat energy as they change phase from solid to liquid or liquid to solid. PCMs are Paraffin Waxes, Non-Paraffin Organics, Hydrated Salts, Metallics etc. can be used to cool things down by absorbing heat energy from the surrounding air. As the PCM melts, it cools the air down. Refrigerants are used in refrigerators and air conditioners to cool the air down.