To increase cognitive radio (CR) operation efficiency, there has been an interest in enhancing the awareness level of spectrum utilization. In this context, this paper builds a new cognitive management functional architecture for spectrum selection (SS). It relies on a knowledge manager (KM) retaining a set of advanced statistics that track the suitability of spectral resources to support a set of heterogeneous applications under varying interference conditions. Based on this architecture, a novel proactive strategy is proposed for both SS and spectrum mobility (SM) functionalities. The required interactions between the proposed decision-making processes are described, and their capability to exhibit robustness to unexpected changes in the radio environment is highlighted. The results show that the proposed strategy efficiently exploits the KM support for low loads, while the SM functionality introduces significant gains for high loads with respect to other strategies. Finally, to assess the practicality of the proposed approach, the signaling requirements in the radio interface are evaluated. ; Peer Reviewed ; Postprint (published version)