Some floating plants, like hard water lilies, pickerelweed, and marsh marigold are winter hardy and less likely to die as the cold weather rolls in. This of course depends entirely on the conditions of your location. Look up your USDA plant hardiness zone in order to know specifically which plants can or can't survive your climate's winters.
Tropical plants are much less likely to survive the winter unless they are in an exceptionally warm climate with very mild winters.