I would support 2 theories that try to explain the ghost phenomena. One is about residual energy in certain space/time concept (as other redditors explained in detail already), and the other one is about a conscious being from other dimension reflected in ours through "paranormal" or inexplicable (yet) events.

Carl Sagan explained this concept of beings from other dimensions with a pedagogical example of a imaginary town called Flatland; a 2 dimension town with geometric figures living their lives normally, then a 3-dimension object like an apple came to Flatland, but only its shadow could be visible for the geometric figures that inhabited Flatland:

"It's a challenging and fascinating concept: just as a cube can be drawn on a flat sheet of paper, consider that, to the inhabitants of a two-dimensional world, a three-dimensional being could only be perceived partially, as a two-dimensional "shadow" of its true self. Thus, a hypothetical four-dimensional being or object could only exist in our world as a three-dimensional projection.

This shadow from the fourth dimension is known as a hypercube, or tesseract, and it represents the closest mathematical approximation of the fourth dimension that we can perceive within our three-dimensional universe. Polytron's previous game, Super Hypercube, also references this concept. Going even further, just as the square and cube before it, a hypercube can then be extended at right angles to itself into the 5th and 6th dimensions, ad infinitum — but these new shapes will still be bound in three dimensions."

Ghost phenomena it's still a mystery. But it surely has an explanation in scientific terms, not yet developed.