Abstract: To put more information into difference scheme of a differential equation for making an accurate prediction, a new kind of time integration scheme, known as the retrospective scheme, is proposed on the basis of the memorial dynamics. Stability criteria of the scheme of an advection equation in certain conditions are derived mathematically. The computations for the advection equation have been conducted with its retrospective scheme. It is shown that the accuracy of the scheme is much higher than that of the leapfrog difference scheme. The retrospective time integration scheme can be applied to oceanography, hydrology, environmental sciences, aviation and so on.