You mean like the screen timeout? ...or does your device actually shut itself down?

The device is configured for the backlight to timeout after lets say a minute. Got o START-SETTINGS-POWER to adjust it. Or, if you're using Lumos, check your configuration.

If the screen shuts off during a phone call, this is also normal, and can be adjusted by installing In Call Tweeks - there are links in my sig. You can set it to keep the screen on all the time during a call, or shut it off for power saving.

If the device is shutting itself down, and needs to boot back up, then that doesn't sound normal, and I'd reflash.

Lemme know which issue sounds like yours and I'll try to help.