Let's say that it's scientifically proven that ghosts exist. Would they then stop being supernatural and become natural, thus making it impossible to ever have proof of the supernatural?
If you want some deeper philosophical insights on the matter, you can check David Hume. He asked and gave an answer to a similar question. He talked about miracles, cause and effect and our foundations of knowledge.
You can also look at the discussions around the validity of inductive reasoning as a means of knowledge and what that means for science.