Have someone turn the furnace on & off while you are beside the furnace. Do it often enough to track down where the sound is coming from. You will most likely find it to be a furnace or duct panel that is banging in & out according to the fan creating air pressure or letting off the air pressure. Once you locate the panel (you will probably be able to see it go in or out) then it's just a question of choosing the mechanical method of stopping it. A brick to put weight on a horizontal section or a wire around a vertical panel with a blocking shim or crimping the edge to put pressure on it.
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