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