title: How to calculate moving / running / rolling arbitrary function (e.g. kurtosis & skewness) using NumPy / SciPy
body: <p>I am working on the time-series data. To get features from data I have to calculate moving mean, median, mode, slop, kurtosis, skewness etc. I am familiar with <code>scipy.stat</code> which provides an easy way to calculate these quantities for straight calculation. But for the moving/running part, I have explored the whole internet and got nothing.</p>
  
  <p>Surprisingly moving mean, median and mode are very easy to calculate with <code>numpy</code>. Unfortunately, there is no built-in function for calculating kurtosis and skewness.
  If someone can help, how to calculate moving kurtosis and skewness with scipy? Many thanks</p>