If a ghost is defined as a person's soul or spirit I think it would have to be considered supernatural.
If a ghost is weird crap happening that has no valid explination it could be considered natural even if you don't see a natural reason for whats happening. What I mean by this is maybe the common sets of circumstanes contributed to ghosts (cold spots, E.V.P., manifestations, disembodied voices, ect.) could be caused by a wholly natural reason that isn't understood. Lightning used to be thought of as pissed off gods until we figured out what it really was.