2001 Jeep Laredo I think my Jeep is possessed!

I got a call from my neighbor a while back and she said my headlights and taillights kept coming on and turning off. She called to ask me if I was playing around with my keyless entry pad. I told her that I wasn't and went outside to take a look. They would come on for a minute or two then shut off then repeat itself again. The vehicle was turned off and there were no keys in the ignition. About a month after that a co-worker called me and said she saw my Jeep in the parking lot and the lights kept going on and off. Last week I left my car at my aunts house while we went out of town for the day and when we came back my lights were on. Then again last night I looked out the window and the lights were on. Does anyone know what what could be causing this? I'm thinking maybe there is a short somewhere?