As a defender you might not be able to choose the weather,but you can choose the terrain you'll fight on.If your faced by cav,especially mongol cav,fight in the woods.
If your opponent or the AI chooses to attack in winter the snow will tire out his cav quickly,another advantage for you,conversely,you should avoid that situation if you are the attacker..It is usually best to choose an army that is balanced between missile and melee troops,that way you can always have an option,using the weather,that will work for you.

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Diplomacy is the art of telling someone to go to hell so that they look forward to making the trip.