Fourth-placed Chelsea – who suffered a last-gasp defeat to Newcastle United on Saturday – face Arsenal at Stamford Bridge on Tuesday.
The Gunners have drawn their last two Premier League matches, having conceded late on against Sheffield United in their most recent outing.
Arsenal also gave up a lead in their December meeting with the Blues, losing 2-1 following late goals from Jorginho and Tammy Abraham, and Arteta conceded his team are a work in progress.
"A lot of things have happened and it feels longer than a month to be fair, the amount of games, the [amount] we've trained, the amount of things that happened," Arteta told a news conference.
"Yes, a lot of things changed, a lot of positives in terms of reactions and the things they are taking on board, the way we have managed to change the energy, atmosphere, relationship and chemistry with our fans was massively important for us.
"In terms of results it could have been a little bit different, I think we have been very unlucky and other aspects have influenced that."
Arsenal have scored first in their last five matches, but have only claimed two wins from those games, a fact which concerns Arteta.
"The way we conceded, I think the last two goals hurt a little," Arteta added.
"We have to try to make a difference when we are first on the scoreline. We have to have the ambition to score the second and third goal where we have the opportunities to do so. In the final moments in the Premier League the game is never closed."
Arteta's Chelsea counterpart Lampard believes Arsenal have a talented coach in the form of the Spaniard, but says the former Manchester City assistant will need time.
"What I know is that they’re a good team with players who can hurt you," Lampard said on Monday.
"Think we’ve seen a bit of a change since Arteta came in with some of their performances. We felt that in the first 30 minutes at the Emirates, particularly, so we must be on guard and be at our best.
"I think offensively they were brilliant. Small tactical changes and maybe an energy boost which came from a change of manager.
"He'll want a lot more time. They're a good team and I think he's a good coach and he does deserve and will get time to get it right. He's already had an effect and I'm under no illusions as to how tough it will be."