The week number will be displayed in the first header row if you use
dps.cellGroupBy = 'Week';
You can always override the onBeforeTimeHeaderRender() to customize the header HTML:
@Override
public void onBeforeTimeHeaderRender(BeforeTimeHeaderRenderArgs ea) throws Exception {
ea.setInnerHTML("Week " + Week.weekNrISO8601(ea.getStart()));
}