http://paganwiccan.about.com/od/imblocfebruary2/p/Imbloc_History.htm 

 Imbloc, is the time for the annual weather forecasting ritual.  People in France look to the bear to see if winter is over.  Germany kept their eye on the badger.  Canada and the United States of America same tradition apply the groundhog.  The weather forecasting ritual gives a glimmer of hope for an early spring.  If a hibernating groundhog casts a shadow at Imbloc, winter will last another six weeks.  If no shadow is seen then spring will be delayed.  Over many generations the animal forecast have been accurate.
 
http://timeanddate.com/holidays/canada/groundhog-day
 
     According to ancient British weather lore it is the hedgehog that emerges at Imbloc, to fortell if winter will soon be over.  When a hedgehog wakes from a deep sleep, and emerges from its burrow in mid-winter and sees its shadow, because the sun is shining, it will forecast that winter will only continue for another six weeks.  If the weather will be bad, the hedgehog will remain inside its burrow.
 
An eighteenth century American rhyme advises: 
 "Observe which way the hedgehog builds her nest, to front the north or south or east or west, for if 'tis true what common people say, the wind will blow quite contrary way."  

Quote taken from-Cassell Dictionary of Superstitions  Author-David Pickering