Debunking is extremely important in any investigation.  One must assume there is a scientific explanation for everything that occurs.  Just because we do not readily know what that explanation is does not constitute evidence of paranormal activity.

EMF

Electromagnetic fields occur naturally as part of normal earth and stellar activity and are also man made.  Care must be taken to corroborate EM evidence with intelligence and eliminate hoaxes.  For example if you ask a question and get a K2 response one time, that does not mean anything.  Stray RF fields abound.  If you can have a prolonged interaction with varying times between questions and responses to eliminate natural and man-made patterns and can eliminate hoaxes by asking the entity to move with the meter and validating with multiple K2's close together so the entity only illuminates the one instructed, and you have searched for hidden cameras, microphones, and emitters, then maybe, just maybe, you might have found something to speculate about.

EVPs

Electronic Voice Phenomena are particularly troublesome due to the above mentioned EMF.  The first radio receiver was constructed of a naturally occurring diode material. A simple diode receiver can listen into AM modulated broadcasts.  And these voice recorders have plenty of diodes in them and they are not RF or magnetically shielded.  However, the digital recorders at least offer some protection in the A/D conversion and recording of data, unless ghosts can speak ones and zeros and pulse code modulation.  However in the analog sections of the recorders or analog recorders themselves, the most likely source of EVPs is from a radio transmission.  In fact, it is common in CB radio and HAM to play skip.  Especially at night after the sun has set the atmospherics are perfect for it.  Skip is where you bounce your killowatt linear, moonraker aimed, signal off the ionosphere into the next state, or across the country.  So like EMF just because you get one answer or one voice saying "get out" doesn't mean anything.  It could very well be someone playing skip that night on a CB or an AM radio station whose atmospherics between you and them was optimum.  Again you need to validate as above eliminating both naturally occurring and man made stray EMF and of course hoaxes.

Cold Spots

The use of a thermocouple meter should always take precedence over a laser aimed IR thermometer.  The IR thermometers are designed to read surface temperature and not ambient air temperature.  The fact remains regardless of where the focal point of the sensor is, you will never know where in the line from the IR thermometer to the object the temperature is being read.  Once a cold spot is validated with a thermocouple thermometer then care needs to be taken to eliminate draughts, convection, humidity, and other natural sources of cold air and this is precisely where the use of the IR thermometer comes in handy,  measuring the various surfaces in the room that can be responsible for creating the various micro atmospherics.

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Personal Experiences

These are perhaps the most prevalent in an investigation but care must be taken to eliminate scientific explanations first and eliminate the power of suggestion and desire.