It is very possible. Just for clarity, are you a transfer student (as a requirement/part of your program) or a student just wanting to transfer to other school? However, if is a requirement as part of your program, speak to your department, they would advise you better but if you are transferring based on self choice, you have to secure a new admission in another school then talk to your department about transfering.
Thus, the first step starts with your department and ends with your department. So speak with them before beginning any thing. If possible, speak to the international/course/school advisor about it first.
All the best