Sometimes Google does not allow the user to create a shortcut to the build in google weather app (also known as the Google weather frog).

This app simply contains an intend to open the google app with the required parameters.

An APK for download can be found here. If you cannot install it directly make sure to enable installing of third party apllications.

If you want to create your own app simply put the following code into your starting activity.

@Override
protected void onCreate(Bundle savedInstanceState) {
    super.onCreate(savedInstanceState);

    Intent intent = new Intent("android.intent.action.VIEW");
    intent.setData(Uri.parse("dynact://velour/weather/ProxyActivity"));
    intent.setClassName("com.google.android.googlequicksearchbox", "com.google.android.apps.gsa.velour.DynamicActivityTrampoline");
    startActivity(intent);
    finish();
}