As prey creatures, birds sleep lightly. Your bird could have what is called night fears. Any movement such as curtains blowing, shadows, noises, other pets, car lights shining in and so on, can frighten your bird causing the sudden scream. Check the room and the bird's cage to see if you can discover the problem. At night place the cage in a quiet area with no distractions. You may want to keep a night light on so it's not too dark. You can also try covering the cage. Your pet shop should have the right type of covers.