I found a great way to insulate my guinea pig. When I was younger my dad forbid me from allowing my guinea pig to live inside during the winter, and even though we had a shed, it was colder in the shed than outside!
So I got a polystyren box and turned it upside down, I cut a hole in the side of the box where the hole to his sleeping area was, (I made mine just big enough for him to fit in as the hole in his cage was quite large). I then built a small wooden box that fit on the inside of the polystyren box so that the guinea pig wouldnt be able to chew on it and then filled it with his bedding material. My guinea pig lived 7yrs like that and was never ill and lived perfectly healthy, its a great idea if you arnt able to bring your little friend indoors.