Alongside their more cynical peers, there are scientists that are actively trying to figure out what the deal with ghosts is, and not just running around making educated guesses having already made their minds up. Paranormal research is a serious business, undertaken by respectable colleges and universities worldwide using scientific methodology and equipment.
Now, the scientists doing this research aren't outright believers, but they are a little more open-minded than their rationalist pals. Depending on the researchers in question, you may get some who are a little too open-minded. There are some paranormal investigators who go in hard with the belief in spirits, meaning they're less rigorous about sticking to the scientific method. That shouldn't discount everybody who classes themselves as a ghost hunter, though, especially when they use equipment like digital thermometers, infrared and night vision, digital video and audio recorders, and computers, which are all things used in the study of subjects that aren't derogatorily classed as "pseudosciences".
That there are people who not only try to apply the rationalist, strict methodology of traditional sciences to something which isn't generally considered a science should tell you something, and so too should the fact that they keep at it in the face of such criticism. Whilst these paranormal researchers have yet to reach definitive conclusions from their studies, they are getting ever closer, and they couldn't keep looking if they weren't onto something, right?