With coal, it takes time to respond (unlike regular gas furnaces that are almost instant heat within a few minutes), Coal stoves can take a while to come up to temperature, if you house cools fast, the stove/thermostat may take quite a while to come back up to temperature if it drops 1-3 degrees quickly. Then, it will overshoot sometimes because it is trying to make up the temperature difference and the stove gets cranking.
I have that problem sometimes when the sun comes out and warms up the house, the Thermostat/stove basically goes into an Idle mode and when the house starts cooling down, it can take an hour or so for it to warm back up depending on how much temperature change there is.
for my solution is hit/press the Menu button for 10 Secs until the FEED appears, hit the ARROW key to put it on 10 mins. It will continually feed for 10 mins and get the stove feeding and warming up much faster, then it maintains a bit easier at the desired temperatures.