It is well worth leaving the train between Vallorbe and Le Day and walk along the route instead. The hike of just under an hour takes you right through the historic Viaduc du Day. The viaduct gives the impression of a historic stone bridge. Yet, appearances are deceiving. Originally, the track was supported by an iron girder and there were no arches. These were built much later - from concrete and not from stone.
A PDF file with the hiking route and background information on the viaduct can be downloaded here.