It's another universe that exists in more spatial dimensions than we do experimenting with ours. If a four-dimensional object interacted with our universe, we'd only be able to see an infinitely tiny* fraction of it at any given time, and even if it was following the laws of physics, it would appear to easily break them to us, because of our lack of information. So that's my guess.
* Not an exaggeration; the amount of the object we could experience would technically be non-zero, but from the point of view of that object, it would be effectively zero, because the value of one of the dimensions (the one we lack) would be zero, and the volume of any object with a single zero dimension is always zero. Number theorists get drunk and joke about things like this.