You should first check to see that you have a strong WIFI signal. If you have verified this, most likely you need to edit your WIFI settings on the phone. Swipe the top of the screen down, and click on the settings button that now appears in the upper right corner. Select 'WIFI' and then choose 'Advanced'. Uncheck the option for the WIFI to disconnect when the phone enters sleep mode. This should solve your issue and prevent your signal from consistently dropping.