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I'm in MN and used to have the same problem. Finally figured it out last January one night when it was -20 and furnace wouldn't kick on. There is a battery in the nest that charges when furnace/ac isn't running. During heavy use it can't charge and battery wears down until the use slows down. Solution was to do a dedicated wire from furnace to nest for charging. Haven't had the issue in almost a year now. This was from nest support FYI and not just a crazy hack :)I've had the Nest for maybe a couple of years now. I do like it however when my air conditioning or heater is really working hard, I get an error message indicating the nest is not connected to thh heating or cooling system (not a wifi issue). It always takes care of itself but is a little worrisome especially living in MN. uncertain where to place blame.