A series of strong anomalies in the thermoelectric power is observed in the heavy fermion compound YbRh$_2$Si$_2$ under the effect of magnetic field varying in the range from 9.5~T to 13~T. We identify these features with a sequence of topological transformations of the sophisticated Fermi surface of this compound, namely a cascade of Lifshitz topological transitions. In order to undoubtedly attribute these anomalies to the specific topological changes of the Fermi surface, we employ the renormalized band method. Basing on its results we suggest a simplified model consisting of the large peripheral Fermi surface sheet and the number of continuously appearing (disappearing) small voids or necks. We account for the multiple electron scattering processes between various components of the Fermi surface, calculate the corresponding scattering times, and, finally, find the magnetic field dependence of the Seebeck coefficient. The obtained analytical expression reproduces reasonably the observed positions of the maxima and minima as well as the overall line shapes and allows us to identify the character of corresponding topological transformations.