First Install Microsoft visual build Tools, then Proceed

1. Create a virtual Environment by following commands

conda create -n stan_env python=3.7
conda activate stan_env
activate stan_env

2. Installing C++ compile by the following commands

conda install libpython m2w64-toolchain -c msys2

3. Install Dependencies

conda install numpy cython -c conda-forge
conda install matplotlib scipy pandas -c conda-forge

4. Install Pystan

pip install pystan
or
conda install pystan -c conda-forge

5. Install fbprophet

pip install fbprophet

6. Add the virtual environment in your Kernel

pip install --user ipykernel
python -m ipykernel install --user --name=myenv

References:

https://janakiev.com/blog/jupyter-virtual-envs/https://pystan.readthedocs.io/en/latest/windows.html