sktime: [BUG] Can't install sktime with pip ; building wheels fail

When running pip install sktime, following error occurs :

Building wheels for collected packages: sktime
  Building wheel for sktime (setup.py) ... |
  ( . . . )
  copying sktime\datasets\data\ACSF1\ACSF1_TRAIN.ts -> build\bdist.win32\wheel\.\sktime\datasets\data\ACSF1\
  creating build\bdist.win32\wheel\sktime\datasets\data\Uschange
  copying sktime\datasets\data\Uschange\Uschange.csv -> build\bdist.win32\wheel\.\sktime\datasets\data\Uschange\
  running install_clib
  No module named 'numpy.distutils._msvccompiler' in numpy.distutils; trying from distutils
  customize MSVCCompiler
  running install_egg_info
  running egg_info
  writing sktime.egg-info\PKG-INFO
  writing dependency_links to sktime.egg-info\dependency_links.txt
  writing requirements to sktime.egg-info\requires.txt
  writing top-level names to sktime.egg-info\top_level.txt
  reading manifest file 'sktime.egg-info\SOURCES.txt'
  Traceback (most recent call last):
    File "<string>", line 1, in <module>
    File "C:\Users\helen\AppData\Local\Temp\pip-install-_in7hoal\sktime_21287ceb31a540d8b1dc9db7c65dd6e7\setup.py", line 319, in <module>
      setup_package()
    File "C:\Users\helen\AppData\Local\Temp\pip-install-_in7hoal\sktime_21287ceb31a540d8b1dc9db7c65dd6e7\setup.py", line 315, in setup_package
      setup(**metadata)
    File "c:\users\helen\python385\lib\site-packages\numpy\distutils\core.py", line 169, in setup
      return old_setup(**new_attr)
    File "c:\users\helen\python385\lib\site-packages\setuptools\__init__.py", line 144, in setup
      return distutils.core.setup(**attrs)
    File "c:\users\helen\python385\lib\distutils\core.py", line 148, in setup
      dist.run_commands()
    File "c:\users\helen\python385\lib\distutils\dist.py", line 966, in run_commands
      self.run_command(cmd)
    File "c:\users\helen\python385\lib\distutils\dist.py", line 985, in run_command
      cmd_obj.run()
    File "c:\users\helen\python385\lib\site-packages\wheel\bdist_wheel.py", line 335, in run
      self.run_command('install')
    File "c:\users\helen\python385\lib\distutils\cmd.py", line 313, in run_command
      self.distribution.run_command(command)
    File "c:\users\helen\python385\lib\distutils\dist.py", line 985, in run_command
      cmd_obj.run()
    File "c:\users\helen\python385\lib\site-packages\numpy\distutils\command\install.py", line 60, in run
      r = self.setuptools_run()
    File "c:\users\helen\python385\lib\site-packages\numpy\distutils\command\install.py", line 34, in setuptools_run
      return distutils_install.run(self)
    File "c:\users\helen\python385\lib\distutils\command\install.py", line 557, in run
      self.run_command(cmd_name)
    File "c:\users\helen\python385\lib\distutils\cmd.py", line 313, in run_command
      self.distribution.run_command(command)
    File "c:\users\helen\python385\lib\distutils\dist.py", line 985, in run_command
      cmd_obj.run()
    File "c:\users\helen\python385\lib\site-packages\setuptools\command\install_egg_info.py", line 34, in run
      self.run_command('egg_info')
    File "c:\users\helen\python385\lib\distutils\cmd.py", line 313, in run_command
      self.distribution.run_command(command)
    File "c:\users\helen\python385\lib\distutils\dist.py", line 985, in run_command
      cmd_obj.run()
    File "c:\users\helen\python385\lib\site-packages\numpy\distutils\command\egg_info.py", line 25, in run
      _egg_info.run(self)
    File "c:\users\helen\python385\lib\site-packages\setuptools\command\egg_info.py", line 297, in run
      self.find_sources()
    File "c:\users\helen\python385\lib\site-packages\setuptools\command\egg_info.py", line 304, in find_sources
      mm.run()
    File "c:\users\helen\python385\lib\site-packages\setuptools\command\egg_info.py", line 535, in run
      self.add_defaults()
    File "c:\users\helen\python385\lib\site-packages\setuptools\command\egg_info.py", line 579, in add_defaults
      self.read_manifest()
    File "c:\users\helen\python385\lib\site-packages\setuptools\command\sdist.py", line 220, in read_manifest
      self.filelist.append(line)
    File "c:\users\helen\python385\lib\site-packages\setuptools\command\egg_info.py", line 477, in append
      path = convert_path(item)
    File "c:\users\helen\python385\lib\distutils\util.py", line 122, in convert_path
      raise ValueError("path '%s' cannot be absolute" % pathname)
  ValueError: path '/Users/travis/miniconda/envs/testenv/lib/python3.6/site-packages/numpy/core/include/numpy/arrayobject.h' cannot be absolute
  ----------------------------------------
  ERROR: Failed building wheel for sktime

I also tried pip install -e . after downloading master on github :

Installing collected packages: sktime
  Running setup.py develop for sktime
    ERROR: Command errored out with exit status 1:
     command: 'c:\users\helen\python385\python.exe' -c 'import sys, setuptools, tokenize; sys.argv[0] = '"'"'C:\\Users\\helen\\code_vincent\\python_libs\\sktime-master\\setup.py'"'"'; __file__='"'"'C:\\Users\\helen\\code_vincent\\python_libs\\sktime-master\\setup.py'"'"';f=getattr(tokenize, '"'"'open'"'"', open)(__file__);code=f.read().replace('"'"'\r\n'"'"', '"'"'\n'"'"');f.close();exec(compile(code, __file__, '"'"'exec'"'"'))' develop --no-deps
         cwd: C:\Users\helen\code_vincent\python_libs\sktime-master\
    Complete output (29 lines):
    No module named 'numpy.distutils._msvccompiler' in numpy.distutils; trying from distutils
    C:\Program Files (x86)\Microsoft Visual Studio\2019\BuildTools\VC\Tools\MSVC\14.26.28801\bin\HostX86\x86\cl.exe /c /nologo /Ox /W3 /GL /DNDEBUG /MD -IC:\Program Files (x86)\Microsoft Visual Studio\2019\BuildTools\VC\Tools\MSVC\14.26.28801\include -IC:\Program Files (x86)\Windows Kits\10\include\10.0.18362.0\ucrt -IC:\Program Files (x86)\Windows Kits\10\include\10.0.18362.0\shared -IC:\Program Files (x86)\Windows Kits\10\include\10.0.18362.0\um -IC:\Program Files (x86)\Windows Kits\10\include\10.0.18362.0\winrt -IC:\Program Files (x86)\Windows Kits\10\include\10.0.18362.0\cppwinrt /Tctest_openmp.c /Foobjects\test_openmp.obj /openmp
    C:\Program Files (x86)\Microsoft Visual Studio\2019\BuildTools\VC\Tools\MSVC\14.26.28801\bin\HostX86\x86\link.exe /nologo /INCREMENTAL:NO /LTCG /MANIFEST:EMBED,ID=1 /LIBPATH:C:\Program Files (x86)\Microsoft Visual Studio\2019\BuildTools\VC\Tools\MSVC\14.26.28801\lib\x86 /LIBPATH:C:\Program Files (x86)\Windows Kits\10\lib\10.0.18362.0\ucrt\x86 /LIBPATH:C:\Program Files (x86)\Windows Kits\10\lib\10.0.18362.0\um\x86 objects\test_openmp.obj /OUT:test_openmp.exe /openmp
    Traceback (most recent call last):
      File "<string>", line 1, in <module>
      File "C:\Users\helen\code_vincent\python_libs\sktime-master\setup.py", line 325, in <module>
        setup_package()
      File "C:\Users\helen\code_vincent\python_libs\sktime-master\setup.py", line 321, in setup_package
        setup(**metadata)
      File "c:\users\helen\python385\lib\site-packages\numpy\distutils\core.py", line 135, in setup
        config = configuration()
      File "C:\Users\helen\code_vincent\python_libs\sktime-master\setup.py", line 216, in configuration
        config.add_subpackage("sktime")
      File "c:\users\helen\python385\lib\site-packages\numpy\distutils\misc_util.py", line 1018, in add_subpackage
        config_list = self.get_subpackage(subpackage_name, subpackage_path,
      File "c:\users\helen\python385\lib\site-packages\numpy\distutils\misc_util.py", line 984, in get_subpackage
        config = self._get_configuration_from_setup_py(
      File "c:\users\helen\python385\lib\site-packages\numpy\distutils\misc_util.py", line 926, in _get_configuration_from_setup_py
        config = setup_module.configuration(*args)
      File "sktime\setup.py", line 28, in configuration
        maybe_cythonize_extensions(top_path, config)
      File "C:\Users\helen\code_vincent\python_libs\sktime-master\sktime\_build_utils\__init__.py", line 53, in maybe_cythonize_extensions
        import Cython
    ModuleNotFoundError: No module named 'Cython'
    Error in atexit._run_exitfuncs:
    Traceback (most recent call last):
      File "c:\users\helen\python385\lib\site-packages\colorama\ansitowin32.py", line 59, in closed
        return stream.closed
    ValueError: underlying buffer has been detached
    ----------------------------------------
ERROR: Command errored out with exit status 1: 'c:\users\helen\python385\python.exe' -c 'import sys, setuptools, tokenize; sys.argv[0] = '"'"'C:\\Users\\helen\\code_vincent\\python_libs\\sktime-master\\setup.py'"'"'; __file__='"'"'C:\\Users\\helen\\code_vincent\\python_libs\\sktime-master\\setup.py'"'"';f=getattr(tokenize, '"'"'open'"'"', open)(__file__);code=f.read().replace('"'"'\r\n'"'"', '"'"'\n'"'"');f.close();exec(compile(code, __file__, '"'"'exec'"'"'))' develop --no-deps Check the logs for full command output.

I am currently running :

Python version
3.8.5 (tags/v3.8.5:580fbb0, Jul 20 2020, 15:43:08) [MSC v.1926 32 bit (Intel)]
Version info.
sys.version_info(major=3, minor=8, micro=5, releaselevel='final', serial=0)

Not really sure what to do next ?