Adding functions to process time-series datasets with sliding-window and save into h5 files

[WenjieDu]

1. Feature description

We need some utilities to help with data processing

1. adding a sliding-window function to process 2-D [n_steps, n_features] datasets into 3-D [n_samples, n_steps, n_features] datasets for model input;
2. adding a data saving function to save datasets (organized as dictionaries) into hdf5 files for the data lazy-loading strategy;

2. Motivation

For ease of usage.

3. Your contribution

Will create a PR to add them.