When thermostat is turned on or lowered in temp, invariably there is a striking or sparking noise associated with the thermostat until the temp is obtained. It's not continuous ... also there are "sparks" associated with this as well. Kinda
Thermostats are of different types. Low voltage don't spark. Line voltage (120V) may, as they make and break frequently around the desired temp. If it is loud, the contacts may be worn or burnt.
Replace it.
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Clip from message taught by Gene Cunningham of Basic Training Bible Ministries in John 3.
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Installing geothermal is a good first step towards greater energy efficiency but calibrating that system and regularly monitoring how that systems works is equally important. 
Ya, that's a tiny tiny mirror hanging on the wall (by a string) beside the thermostat.