Strangely, they always balk when I suggest time travelling humans.
I wouldn't know why. Whenever I see those artists' depictions which purport to be of the "alien visitors" that people have spotted running around abducting people and molesting cows and so forth, my reaction is always, "you know, that looks too damned *human*-like to be an actual alien."
There's absolutely no reason to expect aliens from [wherever] to be anywhere near that humanoid (hell, they're more humanlike than chimps or gorillas, and we're *really* close to them genetically), as opposed to more closely resembling any of the other several million species on Earth (e.g. lobsters, moose, begonias), or even something totally unlike any Earth-like life form.
So if these "visitors" actually exist, their shape strongly suggests that they're actually modified humans instead of "aliens", and their advanced technology would indicate they're from the future. QED.
...either that, or the folks making up (or hallucinating) these "visits" have poor imaginations and can't come up with anything better than a tweaked human form.