Hi, this is your programmable thermostat not being programmed right. If you have the manual, set your times and temperatures for both heating and cooling to cool or heat at the times you want it to. I am not sure where you are, and if you want to use just heat or cool, but you can set it to run on just one or the other, or to auto change over. Just be sure to run it in the auto mode. I can't tell you how to over the net as there are so many models of thermostats, but if no manual, you may be able to get one by getting the model number off your stat and name, go to a place that sells that stat and they can tell or show you how to set it up. I hope this has been of help to you. Let me know please.
Shastalaker7