Musannaf Ibn Abi Shayba 3:2350

Sufyan ibn 'Uyaynah narrated to us, from Ma'mar ibn 'Abdullah, from 'Abd al-Karim, from Sa'id ibn al-Musayyib, regarding a man who forgot a prayer and remembered it at the setting of the sun, and he had not yet prayed that [current] prayer. He said: "If he fears that if he prays the one he had forgotten, the time for this [current] one will pass, then let him begin with the one he fears will be missed."