2 minutes? If so you might want to replace something called the "thermocoupler". Pick up a new one at Home Depot for $12 and follow the simple install instructions on the box (it just screws on). It might not be your problem but it is likely.
You are probably hearing the electronic spark ignition. It puts out a couple of clicks per second, or rather sparks to light the pilot flame. How long it goes on for varies with the furnace. Since its a gas fired appliance and has the potential to blow your family and house sky-high, it's a good idea to a have a certified specialist check it out and give it a yearly inspection. Call it peace of mind.
There are no systems that use thermocouples in which a clicking noise is related in any way to thermocouple failure. I'm surprised you didn't suggest a new t-stat, since most homeowners who start throwing parts at their system tend to suspect the t-stat first. I suppose that's because its easily accessible, and is, to the best of their knowledge, the only control device in the system. You OTOH are aware of the existence of thermocouples, therefore that must be the problem eh?
On a gas fired appliance, if there is anything abnormal taking place turn it off and get a qualified tech to look at it immediately.
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