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Particle creation (or annihilation) mechanisms, described by either quantum field theoretical models, or by the thermodynamics of irreversible processes, play an important role in the evolution of the early Universe, like, for example, in the warm inflationary scenario. Following a similar approach, based on the thermodynamics of open systems, in the present work we investigate the consequences of the interaction, decay, and particle generation in a many-component Universe, containing dark energy, dark matter, radiation, and ordinary matter, respectively. In this model, due to the interaction between these components, and of the corresponding thermodynamical properties, the conservation equations of different cosmological constituents are not satisfied individually. We introduce a thermodynamic description of the Universe, in which two novel physical aspects, the particle number balance equations, and the creation pressures, are considered, thus making the cosmological evolution equations thermodynamically consistent. To constrain the free parameters of the model several observational data sets are employed, including the Planck data sets, Riess 2020, BAO, as well as Pantheon data. By using a scaling ansatz for the dark matter to dark energy ratio, and by imposing constraints from Planck+Riess 2020 data, this model predicts an acceptable value for the Hubble parameter, and thus it may provide a solution to the so-called Hubble tension problem, much debated recently.