In late January 2019, a severe cold air outbreak brought the coldest temperatures in over 20 years to Midwestern United States and Eastern Canada. With a newly developed functional analysis tool namely multiscale window transform (MWT), and the MWT-based theory of canonical transfer, it is found, based on the data from National Center for Environmental Prediction, that the cold surge, though initialized by the southward migration of the Arctic air mass, is mainly caused by a synchronization of perturbation temperature and perturbation winds, which leads to a very strong baroclinic instability, and hence an explosive growth of available potential energy on the cold surge scale. The cold event is actually a part of a localized stationary wave train, sandwiched between two warming centers, respectively over western North America and over Atlantic. The synchronization can serve as a precursor for this extremely severe cold surge.