Its called molting, and its a healthy part of life for a shrimp. Thats why if you've ever heard of having "the proper amount of iodine" for inverts, its because it promotes proper molting. Im not sure how often they do it, but its a pretty regular thing. Sometimes after molting, they will not be as active for a few days, I believe because it takes a lot of energy, but I may be wrong. But that is totally normal too if the shrimp seems a little sluggish.