Could it be you have a nest somewhere in your house? Call an exterminator. Also make sure that all the windows & doors are properly sealed in your house. Depending on what the weather is outside, they sometimes creep in for shelter.
is it a certain corner or a room that they come in or is it all over the house? are your neighbours experiencing the same?
if not, then you might want to dehumidify your house or the room that they get in .. also try putting seals below all your doors so that insects cant crawl in and close all possible spaces as well ..
Since its the winter season, its unlikely that they are coming from outside. They could be hiding in your vents (if you have those). You can cover the vents with insect proof mesh screens.