I put in a new furnace about eleven years ago. The house has hot water baseboard heating.

I dimly recall having a few occasions of having to re-light the pilot light, in the first year or so. I don't really remember much; the furnace has been doing its job out of sight, out of mind, for at least eight years, never a problem.

Last year, near the end of the heating season, the pilot light started going out on me once every week, or so. Never have any problems re-lighting it. It stays on, but a week or so later, it was out again.

After the third or the fourth time, I replaced the thermocouple wire. That seemed to have fixed the problem. I checked up on it, a few times, in late spring and during the summer, the pilot light was still burning, so I thought that was pretty much it.

But after the heating season started again, about four weeks ago the pilot light blew out again. After that, I had a plumber put in a new gas valve. About five days later the pilot light blew out again, and I relit it. Today, about three weeks later, I found it out again and had to relight it, and now it's running like a champ, once more.

The plumber who put in the gas valve doesn't have any useful suggestions, other than an occasional draft coming in, and blowing out the pilot light. I figure I ask if anyone else has any other suggestions.

The furnace has an automatic vent on its exhaust, that keeps the vent to the chimney closed, until it comes on. The chimney has a cap on it. Also, two years ago the pilot light survived through superstorm Sandy, blowing down all the trees around the neighborhood. The storm blew the cap off the chimney, but not the pilot light. And I also have my hot water heater's exhaust going out the same chimney, and its pilot light has been on since I bought this place, with no issues. Puzzled.

If the gas supply was interrupted and air got into the system somehow it might explain it.

If it is only going out every few weeks or so, it will be VERY difficult to diagnose because you have to be able to duplicate whatever caused it.

Check the vent on the gas meter diaphram. It may be clogged. this will cause the pilot to go out