Here are the time series plots of the statewide average temperature for February and winter (December-January-February) from 1895 to present (source: NOAA NCDC).
February
In the first plot, I have a red box around the temperature for 2014 and 2015. The only other time that we had a pair of extremely cold Februarys was 1978 and 1979. All the other cold Februarys were one-off events. According to NCDC, the statewide average temperature for February 2015 in Illinois was 19.5 degrees and the 9th coldest on record. Last February was nearly identical at 19.4 degrees.
Winter
In the next plot we have the statewide average temperature for the winter months of December-February in Illinois. While 2014 was a standout winter for both near-record temperatures and snowfall, 2015 was cold but not outstanding. According to NCDC, the average temperature for this winter was 26.4 degrees, 33rd coldest on record.
Two important notes:
One, the blue line is the linear trend through the data. The units of the trend are degrees per decade, which are small numbers. However, when I reran the stats for the century, these translate to 3 degrees per century of warming for February and 1.2 degrees per century of warming for the winter.
Two, the temperature and rankings presented here differ slightly from my earlier posts. The statewide numbers get refined in the weeks following the end of the month as more data arrives. Ten to twenty years ago, it might take months to receive all the data since many stations used paper forms that were mailed after the end of the month. A lot of our stations now report daily via the Internet. It makes a big difference in the turnaround time.