Immigration and Naturalization Records for Martin Thorson

I am trying to locate my great grandfather's entry to US and his naturalization documents. Martin Thorson (have also seen as Thoresen, Thoreson) was born in 1875 in Norway and immigrated in 1893 to Renville, Minnesota. He lived in Benson County, ND when he married my great grandmother Marie Olsen in 1906. The 1910 US Census shows him as naturalized. I have not found naturalization records in either the Minnesota or ND Archives. Any other suggestions? Thank you!