multi variate time series : we have categorical and continues data

[Sandy4321]

great code thanks
but what to do with multi variate time series when at each time point we have many observatoins
when we have categorical and continues data
for example
t1: red 0.5 123 big
t2: green 0.1 34 small
t3: red -0.3 56 big
etc?
by the way why you do not use LSTM