Yes, but not in the way you might be imagining; it usually involves a large mass/building being at a very cold temperature for several days/weeks. If the weather changes and gets dramatically warmer, the building will be colder than ambient because it can’t absorb enough energy that fast.
I have seen this on large granite faced buildings that have grown a heavy “beard” of frost because the temperature was way below freezing for a time and a warm front brought the temp up to the low 40s.
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