I have never heard of an Audya turning off by itself. If it actually powers down its going to be mains related. Was the keyboard pressed up against a wall or cable so the it squashed against the on/off switch? That happened to me once with an older Ketron.

you might want to check the wall socket if you had the same problem with your previous keyboard. Possibly there is a loose cable in there, in which case its in your own interest - for safety reasons - to check it out.