We present an approach to the factorization method for second order
difference equations on time scales. We construct Hilbert spaces of functions
on the time scale and show how to construct a chain of intertwined first order
$\Delta$-difference operators $\mathcal A_k$ in the sense that $\mathcal A_k$
and $\mathcal A_k^*$ act as ladder operators generating new solutions of
eigenproblem of $\mathcal A_k\mathcal A_k^*$.Comment: 10 page