It will be the adapter over heating and shutting down. Let it cool off and then try again. It will likely do the same thing so I suggest you get a new one that is compatible. Did you try this with batteries?
I have this keyboard for around 20 years and no have problems with the adapter so thinking yours must be faulty and likely overheating and shuts down to prevent damage. Try and find a new adapter and you will be okay from then on.