Last weekend, the Herd produced a great performance on Saturday night to win the top-of-the-table clash with Manchester, but on Sunday it was so different as they lost 6-2 at Guildford.
Sheppard said: “It is really frustrating as we played our best game of the season and then failed to turn up.
“I want us to play with intensity for both games and get back on track. Swindon played very well in our building when they beat us earlier in the season so we know it is not going to be easy.”
This Saturday night, the Herd travel to the Link Centre (face-off 5.45pm) and then on Sunday the return is at the Basingstoke Arena with a 5.30pm start.
The Bison have no injuries worries ahead of the ’Cats double header, while Swindon will wait on the fitness of defencemen Joe Baird and Shane Moore.
Meanwhile, Bison forward Greg Owen has been named as a reserve for Great Britain’s Olympic pre-qualifying tournament in Nikko, Japan from November 9-11, when they will face Romania, South Korea and the hosts.