Is this electric heat or heatpump , or please advise ,
OK , the relay in the unit is sticking. Are you OK with electrical work ?
Its inside the unit, you will have to follow the 24 volt circuit to one of the sequencers , the one that is on when this is happening and then replace that sequencer. Usually if this is the problem you can get it to shut off if you slap the side of the unit when its doing this, can you try that ? I know its not very scientific but it does work when this is the problem.
Have you tried replacing the sequencer / relay ?