FIX: Raise value error if window data-type is unsupported

Added unittest. (I had to derive the Test class from unittest.TestCase to use
self.asserRaises. This had no effect on the other tests of this class as they
use numpys test assertions. The number of executed tests was unchanged.
Fixes #3603
Replaced unittest.AssertRaises with numpy equivalent.
Merge pull request #3944 from venthur/fix-3603

BUG: signal: Raise ValueError in get_window if window data-type is unsupported