At the risk of asking a dumb question… I’ve observed that frequently (though not always) a big shift in temperature is preceded by relatively high winds. A 20 or 30 degree Fahrenheit swing from one day to the next might follow a gusty day and/or night with winds 25-40mph. I can’t swear to it, but I think that it happens both when it gets colder and warmer.
But, um…does the wind cause the temperature change, or does the temperature change cause the wind to pick up?
the wind is caused by differences is barometric pressure in the air masses. Different air masses have different temps so fronts( the area where the masses meet) generate winds.
Perhaps what you’ve experienced are Foehn winds. Those can cause a 20 degree F temperature increase, sometimes even more.
Around here, we call them “chinooks,” but they’re the same thing. Temperatures can rise dramatically, and the winds can melt a foot or more of snow in a 24-hour period.
as someone who lives in one of the windiest places in California I can attest to the op… except around here the wind is colder than the air temp simply because ours goes over a mountain range thats snowy in the winter so you get " it would be nice an d warm if it wasnt for that dammed wind"
Oh, my… only 25-40 mph? Out here we can get gusts to 60 or 70 or even higher on occasion.
Yep, you’re correct. It’s not whether the temperature is going up or down but rather that you’re getting a significant change in a short period of time.
As noted, it’s really the barometric pressure change that does it. However, barometric pressure is very much affected by temperature (as well as things like altitude and humidity and such). Cold air is denser and is therefore higher pressure than air at the same elevation (and other parameters) that is warm. Cold air masses and warm air masses have different pressures, and the greater the temperature difference the greater the pressure difference. Thus, the greater the temperature change in a given unit of time the more wind.
Don’t overthink it. When you have strong winds, you have a lot of air coming from someplace else. That someplace else might have been a different temperature. So a whole bunch of air at that different temperature is coming in from someplace else.
If you pay attention, you’ll notice that strong winds from the south usually bring higher temperatures, and strong winds from the north usually bring lower temperatures.
Note that calling a Foehn wind a “Chinook” is a misnomer. A Chinook wind is a warm southern-ish marine (wet) wind coming off of the Pacific. It is not a drying wind coming down off a mountain range. (The Chinook tribe didn’t live on the east side of a major mountain range. They lived along the lower Columbia and the Pacific coast nearby.)
It’s sad that the vast majority of people use the term incorrectly.
I wouldn’t say that it’s used incorrectly, but that the meaning has broadened to include both the original sense as well as foehn winds on the eastern side of the Rockies. You would have as much luck trying to change it now as getting people to refer to William F. Cody as “Bison Bill.” 
Maybe I should try and find a forum where "Fighting Ignorance … " is the mindset.
Fine if you want to explain what the original meaning was. But whether you like it or not, the word has come to mean something different today. This is like insisting that “ketchup” should only ever be used today for fermented fish sauce. Almost every dictionary I checked (and the Canadian Encyclopedia) only includes the definition of a warm wind on the eastern side of the Rockies. When I lived in Colorado, the word was what we called this phenomenon. The meaning of words change. That’s how language works.
It seems that the only difference is the location. The American Meteorological Society defines chinook as a local name of the foehn.
Favogn is the Romansh word for Föhn.
Took me many months and many headaches to find out about the joys of the Föhn.
No site at the moment, but one of the world’s leading headache clinics is in Switzerland, just because of the lovely Föhn.
FYI, the definition is from 1951.