will it work for multivariate time series classification for example mixture of categorical and continues data?

[Sandy4321]

will it work for  multivariate  time series classification for example mixture of categorical and continues data? 
for example at time t1 we have observation: red, 2.4 , 5, 12.456 and time t2: green, 3.5, 2, 45.78; time t3: black, 5.6, 7, 23.56; t4: red, 2.1, 5, 12.6 ?

[Sandy4321]

What is about this
https://link.springer.com/article/10.1007/s10618-016-0455-0