See your Gyn - you may be beginning peri-menapause. It can start as early as in your late 30's. You don't say if you are currently using birth control, but you need to be extra careful if you don't want to have another one. My sister with a 20 yr, and a 10 yr old at the time, ended up pregnant in her 40's since some BC methods are less reliable during this period of your life.
A couple of years ago at 39, I started to have periods every 2-3 weeks apart and my Gyn gave me some hormones to "reset" my cycle and then put me back on birth control pills. After a year, I stopped the BC pills and it has been more regular since then, but every so often I will still get two in one month.
I have friends with the Mirena IUD and they love it. Ablation might be an option, but generally you have to have some serious bleeding, anemia etc for your insurance to cover it.