We propose a novel approach based on the fluctuation of similarity to identify regimes of distinct dynamical complexity in short time series. A statistical test is developed to estimate the significance of the identified transitions. Our method is verified by uncovering bifurcation structures in several paradigmatic models, providing more complex transitions compared with traditional Lyapunov exponents. In a real-world situation, we apply this method to identify millennial-scale dynamical transitions in Plio-Pleistocene proxy records of the South Asian summer monsoon system. We infer that many of these transitions are induced by the external forcing of the solar insolation and are also affected by internal forcing on Monsoonal dynamics, i.e., the glaciation cycles of the Northern Hemisphere and the onset of the Walker circulation.
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