Couple of items come to mind.
First is the thermostat may not be functioning correctly. Remove the cover and see if it has two wires. If it does connect them together to by pass the thermostat. furnace should come on run for a short period of time 15-20 seconds then burner should light and run. Let it run in that mode for 10-15 minutes. Separate the two wires. the burner should shut off, furnace goes into cool down and then shut off in 15-30 seconds.
Next the furnace flame sensor is not in the flame and cycles the furnace burner on and off.
Next the furnace is dirty and the fan does not keep the sail switch closed and shuts off power to circuit board shutting off burner then gets a little more power back and starts again.
Make and model of furnace?
Are you connected to shore power or running off battery?