"transition period from hot rainy season …

It is true that the transition period from the rainy seasons to the dry winters is connected with the cyclonic depression.
Usually, the months of October and November are considered to be the winter months, when the retreating monsoons also occur. The sun's movement towards the south monsoon troughs lower pressure and the trough over the Northern Plains becomes weaker.
This monsoon retreat causes a rise in day temperatures and a fall in night temperatures, and gradually the temperature falls in the Northern Plains.
During this time around early November, the low-pressure conditions that are prevailing over the North-western part of India gets transferred to the Bay of Bengal. This shift is usually associated with the cyclonic depressions, also called as the tropical cyclones and other local winds, which originate from the Andaman Sea.

A few of these cyclones tend to cross over the eastern coasts of India, and sometimes even at the coasts of West Bengal, Orissa, and Bangladesh. It is a common sight to see that these cyclones frequently strike the densely populated deltas of the Krishna, the Godavari, and the Kaveri. They cause very heavy and widespread rains, causing huge destruction to life and property.