In "Ode to the West Wind," Shelley is comparing the process and power of nature with the process and power of poetry. This is a Romantic poem which directly expresses the link between the "outer" world of nature and the "inner" world of the mind of the poet. Many Romantic poets explored this link, seeking such a deep connection that the line between inner/outer would become blurred.
The west wind brings autumn and, at the poem's end, the hope of spring. Shelley parallels the regeneration of the seasons (autumn - winter - spring) with his own poetic renewal. This can mean that if he is in the midst of a creative slump (winter), a wellspring of inspiration could be soon too follow. The analogy with the changing of seasons could also be comparable to social renewal.
Shelley also supposed/hoped that his poetry would be appreciated after he was gone. Thus, his poems would have another "season" of life. This is stated in the last lines of the poem.
Drive my dead thoughts over the universe
Like withered leaves to quicken a new birth!
And, by the incantation of this verse,
Scatter, as from an unextinguished hearth
Ashes and sparks, my words among mankind! (63-67)
His hope is that his poetry, like the inevitable spring of nature, will be reborn. There are two subtle puns that express this connection. The wind also refers to breath (life) and the leaves can mean the leaves of the trees as well as the leaves (pages) of a book. The wind will "scatter" his "leaves" and his words will be reborn.