  We propose a method for calculating dynamical correlation functions at finite
temperature in integrable lattice models of Yang-Baxter type. The method is
based on an expansion of the correlation functions as a series over matrix
elements of a time-dependent quantum transfer matrix rather than the
Hamiltonian. In the infinite Trotter-number limit the matrix elements become
time independent and turn into the thermal form factors studied previously in
the context of static correlation functions. We make this explicit with the
example of the XXZ model. We show how the form factors can be summed utilizing
certain auxiliary functions solving finite sets of nonlinear integral
equations. The case of the XX model is worked out in more detail leading to a
novel form-factor series representation of the dynamical transverse two-point
function.
