Paranormal –adjective:
Of or pertaining to the claimed occurrence of an event or perception without scientific explanation, as psychokinesis, extrasensory perception, or other purportedly supernatural phenomena.

Ghost –noun:

The soul of a dead person, a disembodied spirit imagined, usually as a vague, shadowy or evanescent form, as wandering among or haunting living persons.

Haunting -adjective:

The act of a person or thing that haunts; visitation.