Assuming you are talking about LTE coming and going, in my experience mobile data does not stay connected unless the device is calling for mobile data. It's a power-saving/network resources saving thing.
I don't approve (because I think it is unnecessary) but have you tried forcing mobile data to always on? It's in Developer Options. If you don't know how, go to Settings - > About and then rapidly tap on "About phone" until it says You are now a developer. Then go back to Settings -> Developer options.