Time series data typically contain complex dynamic patterns, which not only include linear trends and seasonal variations but also significant nonlinear changes and complex dependencies. Currently, feature extraction methods for time series data primarily employ mixed-mode extraction within the temporal domain, neglecting the effective extraction and analysis of nonlinear characteristics between different observation points and the interdependencies between variables. To address these issues, we designed an adaptive temporal bilateral filtering module that effectively preserves and highlights the nonlinear features and patterns in time series while filtering out noise and redundant information. We also designed a nonlinear feature adaptive extraction module that integrates a gating mechanism and deformable convolutions. This design allows the model to adaptively adjust the shape of the convolutional kernels according to different time steps and conditions. This enables accurate capture and extraction of nonlinear features between various time observations and dependencies between different variables. Additionally, we use stacked convolutional layers to extract local contextual features, addressing fluctuations in local features caused by changes in data distribution in real-world scenarios. In summary, we propose DCNet, a dynamic convolutional network based on an adaptive temporal bilateral filter, and evaluated its performance on twelve real-world datasets. The results indicate that DCNet consistently achieves state-of-the-art performance in both short-term and long-term forecasting tasks, with favorable runtime efficiency.