While it is not an explicit Halacha in any primary source, there is a strong basis for it.
There is a case in the Gemara in Bava Basra (22b-23a): Rav Yosef had a neighbor who was a doctor, who used to perform bloodletting (a common medical procedure in those days) in his yard, which was adjacent to Rav Yosef's house. This practice attracted a large number of ravens to the yard, which caused a major disturbance to R' Yosef, who was particularly sensitive to the noise (or filth) produced by the birds. The Talmud rules that R' Yosef was justified in his demand that the neighbor cease the offensive practice. This ruling is recorded in the Shulchan Aruch (C.M. 155:39), where the Rema adds that the same law applies to any form of intolerable nuisance, such as annoyances that are ordinarily bothersome to the average normal person, or to a sick person (if the complainant is ill) -- the one causing the disturbance must cease the offensive activity or do it elsewhere.
In our case, since most people find an open window bothersome in cold weather -- and a closed window in warm weather -- they do not have to tolerate these inconveniences when a person or a group of people seeks to impose it upon them. The same argument, however, could be advanced just as well by the other party, who sees the open window as a nuisance even though it is a warm day, except for the following consideration:
The Chazon Ish writes that a sick or insomniac person is not within his rights to complain about a neighbor's crying child. The reasoning behind this is that anyone who moves into an apartment or a neighborhood does so with the understanding that he will have neighbors and that there are certain normal noises produced by neighbors, one of which is the crying of a baby. The Talmud's ruling does not apply to ordinary nuisances that are a normal part of everyday life. Thus, no complaint can be lodged against people who create a "nuisance" that is part of the normal routine of life, such as keeping a window open in the summer and closed in the winter.