It would be the air flow meter/ air temperature sensor. You can palce your cold air intake before these sensors. Remove your car factory air filter box, and replace with cold air intake before the sensors, you may need a customized air funnel for your cold air intake.
Your car's engine used the airflow meter's data to claculate the fuel/air mixture. If you leave it unconnected, your engine's computer will set the mixture to a preset state, and you car may not be running at optimal condition.