IDEAS home Printed from https://ideas.repec.org/a/plo/pone00/0229433.html
   My bibliography  Save this article

Long range correlations of the ion current in SV channels. Met3PbCl influence study

Author

Listed:
  • Janusz Miśkiewicz
  • Zenon Trela
  • Zbigniew Burdach
  • Waldemar Karcz
  • Wanda Balińska-Miśkiewicz

Abstract

The long-range correlations within the current signal time series of the Beta vulgaris vacuolar membrane under the influence of organolead compound (Met3PbCl) are investigated. The current time series is transformed into a dwell time series. Then the rescaled range and detrended fluctuations analyses are used. It is shown that the presence of Met3PbCl in the solution decreases the mean value of the Hurst exponent and therefore influences the long-range correlations in ionic channel current. This observation is statistically significant. An ion channel model is built and the experimental results reconstructed and analysed.

Suggested Citation

  • Janusz Miśkiewicz & Zenon Trela & Zbigniew Burdach & Waldemar Karcz & Wanda Balińska-Miśkiewicz, 2020. "Long range correlations of the ion current in SV channels. Met3PbCl influence study," PLOS ONE, Public Library of Science, vol. 15(3), pages 1-15, March.
  • Handle: RePEc:plo:pone00:0229433
    DOI: 10.1371/journal.pone.0229433
    as

    Download full text from publisher

    File URL: https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0229433
    Download Restriction: no

    File URL: https://journals.plos.org/plosone/article/file?id=10.1371/journal.pone.0229433&type=printable
    Download Restriction: no

    File URL: https://libkey.io/10.1371/journal.pone.0229433?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Weron, Rafał, 2002. "Estimating long-range dependence: finite sample properties and confidence intervals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 312(1), pages 285-299.
    2. Mielniczuk, J. & Wojdyllo, P., 2007. "Estimation of Hurst exponent revisited," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4510-4525, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Borys, Przemysław & Trybek, Paulina & Dworakowska, Beata & Sekrecka-Belniak, Anna & Nurowska, Ewa & Bednarczyk, Piotr & Wawrzkiewicz-Jałowiecka, Agata, 2024. "Selectivity filter conductance, rectification and fluctuations of subdomains—How can this all relate to the value of Hurst exponent in the dwell-times of ion channels states?," Chaos, Solitons & Fractals, Elsevier, vol. 180(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Auer, Benjamin R., 2016. "On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations," Finance Research Letters, Elsevier, vol. 16(C), pages 255-267.
    2. Bhardwaj, Shivam & Gadre, Vikram M. & Chandrasekhar, E., 2020. "Statistical analysis of DWT coefficients of fGn processes using ARFIMA(p,d,q) models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 547(C).
    3. Benjamin Rainer Auer, 2018. "Are standard asset pricing factors long-range dependent?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(1), pages 66-88, January.
    4. Auer, Benjamin R., 2016. "On time-varying predictability of emerging stock market returns," Emerging Markets Review, Elsevier, vol. 27(C), pages 1-13.
    5. Barunik, Jozef & Kristoufek, Ladislav, 2010. "On Hurst exponent estimation under heavy-tailed distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(18), pages 3844-3855.
    6. Serinaldi, Francesco, 2010. "Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(14), pages 2770-2781.
    7. Benjamin R Auer, 2016. "Pure return persistence, Hurst exponents and hedge fund selection – A practical note," Journal of Asset Management, Palgrave Macmillan, vol. 17(5), pages 319-330, September.
    8. Zhong, Meirui & Zhang, Rui & Ren, Xiaohang, 2023. "The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach," Energy Economics, Elsevier, vol. 123(C).
    9. repec:diw:diwwpp:dp1647 is not listed on IDEAS
    10. Marinho, E.B.S. & Sousa, A.M.Y.R. & Andrade, R.F.S., 2013. "Using Detrended Cross-Correlation Analysis in geophysical data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(9), pages 2195-2201.
    11. Vasile Brătian & Ana-Maria Acu & Camelia Oprean-Stan & Emil Dinga & Gabriela-Mariana Ionescu, 2021. "Efficient or Fractal Market Hypothesis? A Stock Indexes Modelling Using Geometric Brownian Motion and Geometric Fractional Brownian Motion," Mathematics, MDPI, vol. 9(22), pages 1-20, November.
    12. Ferreira, Paulo & Kristoufek, Ladislav, 2017. "What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 554-566.
    13. Fernandez Viviana, 2011. "Alternative Estimators of Long-Range Dependence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(2), pages 1-37, March.
    14. Jebabli, Ikram & Roubaud, David, 2018. "Time-varying efficiency in food and energy markets: Evidence and implications," Economic Modelling, Elsevier, vol. 70(C), pages 97-114.
    15. Pirino, Davide, 2009. "Jump detection and long range dependence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(7), pages 1150-1156.
    16. Karakatsanis, L.P. & Pavlos, G.P. & Iliopoulos, A.C. & Pavlos, E.G. & Clark, P.M. & Duke, J.L. & Monos, D.S., 2018. "Assessing information content and interactive relationships of subgenomic DNA sequences of the MHC using complexity theory approaches based on the non-extensive statistical mechanics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 77-93.
    17. Song, Wanqing & Cattani, Carlo & Chi, Chi-Hung, 2020. "Multifractional Brownian motion and quantum-behaved particle swarm optimization for short term power load forecasting: An integrated approach," Energy, Elsevier, vol. 194(C).
    18. A. Gómez-Águila & J. E. Trinidad-Segovia & M. A. Sánchez-Granero, 2022. "Improvement in Hurst exponent estimation and its application to financial markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-21, December.
    19. Garcin, Matthieu, 2017. "Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 483(C), pages 462-479.
    20. Jahanshahi, Hadi & Munoz-Pacheco, Jesus M. & Bekiros, Stelios & Alotaibi, Naif D., 2021. "A fractional-order SIRD model with time-dependent memory indexes for encompassing the multi-fractional characteristics of the COVID-19," Chaos, Solitons & Fractals, Elsevier, vol. 143(C).
    21. Grith, Maria & Härdle, Wolfgang Karl & Kneip, Alois & Wagner, Heiko, 2016. "Functional principal component analysis for derivatives of multivariate curves," SFB 649 Discussion Papers 2016-033, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:plo:pone00:0229433. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: plosone (email available below). General contact details of provider: https://journals.plos.org/plosone/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.