yes - theres usually three power based wires +, -, and Ign sense.
+ is red (usually)
- is black green or brown
Ign sense is often yellow - does your HU have a std ISO socket / plug? (1" square plug, 15-20 pins)? if so - look up iso radio plug and make sure you have the ign sense wire correctly identified - connect this to + or a switch..this will fool the raio into thinking the radio is on all the time. Personally I'd connect it to a 2 way switch - pos 1 = on / off with ign, pos 2 = on all the time
Or buy a different radio that has a settable off time after the ign switches off (like blaupunkt)