Albion trail 2-1 after imploding late on in the second half of Saturday's Sky Bet Championship semi-final first leg at Aston Villa.
The hosts scored twice in 202 seconds through Conor Hourihane and Tammy Abraham's penalty to cancel out Dwight Gayle's opener.
They host their local rivals at The Hawthorns on Tuesday also without suspended 24-goal striker Gayle after his late red card at Villa Park.
But, after Liverpool and Tottenham's improbable Champions League semi-final comebacks against Barcelona and Ajax last week, Shan knows the Baggies can recover.
He said: "Those two games were teams that were out of sight. We're only a goal behind.
"There are lots of positives that we can take and build into the game on Tuesday evening and that's what we will do.
"The boys are very positive that we can be a bit more creative and positive at times and we need to take the game to Aston Villa.
"That's what they did for the first 15 minutes against us and we weathered the storm because the momentum and atmosphere in the crowd were very good.
"That's the approach we need on Tuesday."
Villa won't sit back on lead
Aston Villa boss Dean Smith is targeting victory against West Brom at The Hawthorns as he looks to guide his team to the Championship play-off final.
Villa hold a 2-1 lead from the first leg but Smith is adamant they will not merely attempt to preserve their advantage on Tuesday night.
"I won't be sat behind the ball as much as Albion were. My aim is to go and win the game. We'll be looking to score more goals," he told the club's official website.
"I said before that the tie couldn't be won in the first leg. We've given ourselves an advantage, but that's all it is. We've got to go and perform at The Hawthorns now.
"It'll be a different game. I can't see them playing how they did (at Villa Park).
"We've got to go there full of confidence. There's a lot of belief in this team, that's for sure."
Smith expects to have a full squad available. Villa's defensive unit looks virtually set in stone, but the manager faces some selection dilemmas in midfield and attack.
Conor Hourihane came off the bench to inspire the comeback on Saturday replacing Glenn Whelan, whose mistake led to West Brom taking the lead. His impact, together with the prospect of a second game in four days for 35-year-old Whelan, could see Hourihane get the nod at The Hawthorns.
Smith must also consider who lines up alongside Anwar El Ghazi and Tammy Abraham up front. Albert Adomah could keep his place but Andre Green is an alternative.
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