Work and public transportation when it's cold

Headed to work like usual. The main problem with public transportation in the winter is that you dress warm for walking to and from the station but in the train they have the heat on to keep it at a comfortable temperature but since you are wearing a coat you start to sweat in the train until you get to where you're going and then you are outside in the cold again. I need to make a jacket that allows adjustment of the temperature.