Fun fact: the most likely actual reason your cat or dog seems to suddenly go alert and start staring, barking/mewling, and other weird startle behaviors is actually because their hearing is many times more sensitive than yours. So yes, they can detect things you can't, but instead of ghosts it's probably a person or an animal outside. Their hearing also don't "turn off" when they sleep like ours do, they are still constantly processing sound information to almost the same extent as when they're awake.