A dirty Thermostat can be the culprit that makes your furnace turning off frequently, or when it should not. Take off the Thermostat cover and very gently clean the delicate components with a soft clean rag.
If this does not solve the issue another possibility is that the heat anticipator unit needs to be adjusted. You will find this device located in the center of the Thermostat. In a nutshell it tells the furnace burners when to turn off. While there are many tutorials that give advice on how to adjust this delicate device, we suggest you put it in the hands of experts. Call your local licensed heating and AC repair expert.