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Because very low frequency sounds are often produced by the wind blowing through older, poorly maintained buildings. And infra-sound has been proven to cause humans to feel cold, uncomfortable, pressure on the chest and even to hallucinate.
More information: http://en.wikipedia.org/wiki/Infraso..._to_infrasound
This is one of the Wikipedia references which I found fascinating: http://users.iafrica.com/s/sa/salbu/apollo/HumA2.html
As for ghost sightings that specifically look like faces or people, the human visual system is wired up to recognise faces and people very quickly. There are strong evolutionary advantages for this, but the side effect is that people occassionally mistakenly think that vaguely face/body-shaped objects are the real thing.
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This^ was what ultimately turned me off of ghosts and paranormal research when I first read about it. Nikki can tell you I used to be way into that stuff.
While I think that personal 'paranormal' encounters that are experienced through one of the five senses have been wholly debunked, there are certainly a few pieces of footage/sound/photography/etc. that - assuming they weren't just doctored - have proven to be real head-scratchers.
"Ghosts" are just something we came up with to explain things we don't understand... yet. As technology improves, and we have a greater understanding of the world around us, we will inevitably discover a logical cause for these anomalies. For every fifty "ghost" videos that amount to nothing more than a smudge on the lens, or a piece of dust reflecting light, there is one video that leaves you groping around in vain for a simple explanation.
Unfortunately, these videos often fall under the scrutiny of stupid shows like "Fact or Faked" - a show run by bullshitters with no scientific background - resulting in reputable scientific communities refusing to touch it with a ten-foot pole.