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This paper models Internet traffic input stream and TCP connection durations using dynamical system models. A linear dynamical model with mixture Gaussian output is proposed for the Internet traffic input stream, and a linear dynamical system with mixture lognormal output is developed to model the TCP connection durations. In the proposed models, a sum of independent AR(1) processes is used to approximate the autocorrelation of the real data, and a Gaussian mixture or lognormal mixture is useddoi:10.1109/perser.2004.1356797 dblp:conf/icps/LiuACM04 fatcat:l5whzg5suvfqbkuz35r3mrdn5i