If the power goes out completely on the keyboard, then I'd suggest what Gary wrote. Check the power supply. If the wal-wart itself is good, it could be the connection within the keyboard.
If the power doesn't go out and the midi file just stops, then it could be a bad midi or dirty drive.
I've had a few midi's lock up on my boards--there are some crappy midi's out there

Hopefully the problem is only minor.
Squeak
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GEAR: Yamaha MOXF-6, Casio MZX-500, Roland Juno-Di, M-Audio Venom, Roland RS-70, Yamaha PSR S700, M-Audio Axiom Pro-61 (Midi Controller). SOFTWARE: Mixcraft-7, PowerTracks Pro Audio 2013, Beat Thang Virtual, Dimension Le.