The fish are not creating the amount of waste in the winter as they do when it's warmer, so filtration can be reduced. Some may say you should be OK without your filter running.
This may depend on how many gallons your pond holds, how many fish, what type of fish and how large the fish are.
With the exception of my bucket filter/fountain, I have always shut down my filtration for the winter in my 1800 gallon pond. My pond is definitely overpopulated. They keep reproducing!
My bucket filter/fountain is always running, 24/7 365 days. It sits submerged in the bottom of the pond.
The bucket has a small 550 gph pump sitting in it's bottom. A 1/2 inch pvc pipe is connected to the outlet of the pump which goes up vertically and ends just below the water surface. This allows the water to shoot up like a fountain. The pump is covered with lava rocks, which is the filter portion. The handle of the bucket is upright and wired to the vertical pvc pipe. This allows me to lift the bucket out by the handle with a long pole for cleaning. I clean it in the Spring and in the Fall.
So, if you feel it's necessary, you can create a simple bucket filter for the duration of winter while your normal filter has been taken inside.
Just as a mention...my main filter is a gravel bog which will get shut down once we get into serious cold weather.
