The South Africans went down by 126 runs at the Oval as England took an unbeatable 3-0 lead in the five match series.
The tourists won the Test match series 2-1 but have looked out of sorts and disinterested in the subsequent 50 over games.
And Arthur has told his players they must buck up their ideas or risk losing their places ahead of the next World Cup.
Arthur said: "It is really time for us to move out of this era of South African one-day cricket. We have got to start moving forward before the next World Cup. We have got to re-evaluate the personnel and start a new era.
"Everybody is under serious threat and they need some big performances.
"We have got some very young players who we need to get out there and expose them. We want the youngsters to put their hands up and stake a claim for their places in the team.
"I am disappointed but not surprised at how England have outplayed us in all three disciplines. Every meeting we have we have hammered home basics, basics, basics' but we have not taken it into the games.
"It would be unfair just to blame our batters - the bowling has been below par and we have been below par in all three disciplines.
"I have come out of a dressing room that is a little bit down in confidence and we have got to bring these guys forward quickly, starting at Lord's on Sunday. That could be the starting point of a new South African one-day side."
South Africa have been hampered by injuries in this series but Arthur refused to hide behind the casualties for his team's poor performances.
He added: "There are no excuses. We had five different guys coming in so there was a change of personnel and a change of energy. This is not an excuse but after the Oval Test we had a long time together not doing a huge amount.
"But we have been outplayed by a very strong England team."
England's attack of Andrew Flintoff, Steve Harmison, James Anderson and Stuart Broad has totally outbowled the South Africans.
Captain Kevin Pietersen said: "I have got guys bowling 90mph and guys who can bat as well. They have all turned up and delivered. They are doing everything I ask of them and I am in a very fortunate position. I can't speak highly enough of the players."