Great post, thanks for all the references and ideas! 
I’ll have to look carefully at them but just as a first thought, looks like discretizing a time-series would represent data at each timestep as a one-hot vector (indicating the discrete bin where the real value falls). So instead of having a timeseries I would have a grid of T x R, where T is the set of timesteps and R is the number of the discrete steps that partition the range of my time series. Thoughts?