Lyon was replaced by Xavier Doherty in the Hyderabad Test as he took four wickets at the expense of 244 runs in the series-opener.
Arthur had said that Lyon needs to work on his technique and they want him to get a little bit of confidence back.
"No, I reckon it's gone up if anything, bowling to the best batsman in the world through the gate. As an off-spinner growing up, that's what you dream of -- my confidence has gone up a level rather than down," Lyon said.
"The technical stuff . . . It's all the same, I haven't changed anything from when I first started bowling for Australia since I was 16," Lyon was quoted as saying by Australian media.
Lyon feels that this tour is not yet over for him and that he can make his way back in the team.
"I have to keep putting my hand up for selection and get back in the nets. I've been fortunate enough to have a few good training sessions in the nets and I got a few things out of that. I am confident in my skill set to get the job done if I'm selected," he said.