Last year when it first got cold I set the temperature to 70 degrees. My system came on but it kept blowing cold air. Finally after about 10 minutes the system would just shut it self out. After about 2 weeks of turning the unit on and off, one day without me doing anything it just started working on its own by blowing hot air and I didn't have any more problems during the winter. Now this year comes along and it's doing the same thing. Any ideas?

Brand name and model of furnace?